Unfortunately, the lossless acceleration for general losses is impossible in general. In this subsection, following the spirit of [1]}, we provide a discussion on how to accelerate general loss functions approximately. However, we can, in turn, construct an approximation framework based on the Bernstein Polynomials. Note that the key difference between our work and [1]} is that we do not need the minimax reformulation. Moreover, we also present a nice property of such approximations in terms of consistency.
